The pros of building your own pc far outweigh the cons.
Oem's are renound for using propriatary components like motherboards that usually screw you over for overclocking and have little in the way of bios updates. The warranty on oem pc's is usually voided the minute you open the case, so instead of being allowed to open the case to fix a simple problem likea cable that may have come loose you have to call the vendor, explain the problem and probably wait any amount of days for a "technician" to come and fix something that would have taken less than 5 minutes.
Cost cutting is also a factor, especially when it comes to memory, a lot of sites will let you select ram speeds and amount (obviously) but rarely do you see what the cas latencies are or even what the memory brand is. You usually end up paying a premium on what is nothing more than generic memory which offers little in the way of headroom for overclocking your pc.
Companies like dell and alienware usually are ripoffs when it comes to their pricing, a lot of the cost is due to the case, dells cases are now brushed aluminium on their xps range, alienware are (still) using their cheiftec cases with a ton of plastic slapped ontop of it for their predator style look. They just seem to slightly modify the look every now and then.
I pretty much prefer to build my own, as you know what components are going into it and what type of headroom you have to speed the pc up. Not so with oem pc's as you're restricted to what theyre flogging on their website.
Hard ocp has a section on oem pc's and them evaluating the systems, seems companies like maingear and velocity micro come reccomended even though theyre not exactly big names.
http://consumer.hardocp.com/reviews.htm ... NvbnN1bWVy